Example #1
0
    def __init__(self):
        utils.TradeTest.__init__(self)
        sdsr = data.StockData_SQLite(self.files[0])

        self.curr_closes = {}
        self.float_str = StockDataSource.float_date(self.dates[0])
        self.float_end = StockDataSource.float_date(self.dates[1])

        for code in self.codes:
            sdsr.read_stock(code, self.dates[0], self.dates[1])
            if not len(sdsr.stocks):
                sdsr.load(code, self.dates[0], self.dates[1], self.params[0])
            if not len(sdsr.stocks):
                continue
            data_list, _dates = sdsr.parse_price()
            _data_vec = numpy.transpose(data_list)

            turtle = index.TurtleIndex()
            index_long = index.LongTurtleIndex(turtle, _data_vec,
                                               self.turtle_args[2],
                                               self.turtle_args[3],
                                               self.turtle_args[0],
                                               self.turtle_args[1])
            self.fixed_invest(code, _data_vec, index_long)

            print("%s %s, use time %.02f seconds." %
                  ('single_turtle', code, time.time() - self.start))
            self.account.save_records(code, self.files[2])
            self.plot(data_list, index_long, code)
Example #2
0
    def __init__(self):
        utils.TradeTest.__init__(self)
        sdsr = data.StockData_SQLite(self.files[0])

        self.curr_closes = {}
        self.float_str = StockDataSource.float_date(self.dates[0])
        self.float_end = StockDataSource.float_date(self.dates[1])

        for code in self.codes:
            sdsr.read_stock(code, self.dates[0], self.dates[1])
            if not len(sdsr.stocks):
                sdsr.load(code, self.dates[0], self.dates[1], self.params[0])
            if not len(sdsr.stocks):
                continue
            data_list, _dates = sdsr.parse_price()
            _data_vec = numpy.transpose(data_list)

            pe_table = sdsr.index_daaily(code, self.dates[0], self.dates[1])
Example #3
0
    def __init__(self):
        utils.TradeTest.__init__(self)

        self.curr_closes = {}
        self.float_str = StockDataSource.float_date(self.dates[0])
        self.float_end = StockDataSource.float_date(self.dates[1])